Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47815.5 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46420.54 Kr¶

PnL: ---------------------------------------> -468.03 Kr¶

DD now: ---------------------------------> -1.675 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 17:12:58.518782'

Anic Portfolio¶

Today¶

Return: -0.35 %¶

This Week¶

Return: -0.203 %¶

Total¶

Return: 56.536 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.940000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -0.990000 2810.500000 174.500000 6.620000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
AcadeMedia 12 0.500000 605.400000 48.400000 8.690000 557.000004
Corem Property Group B 59 -1.770000 621.860000 44.860000 7.770000 576.999999
Boozt 12 0.360000 1694.400000 40.400000 2.440000 1653.999996
HMS Networks 2 -0.840000 711.200000 38.200000 5.680000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -0.980000 393.100000 38.100000 10.730000 355.000000
MedCap 2 -1.510000 458.000000 37.000000 8.790000 421.000000
Resurs Holding 22 0.800000 608.520000 34.520000 6.010000 573.999998
SAAB B 8 0.190000 3409.600000 32.600000 0.970000 3377.000000
Norva24 Group 16 0.060000 565.120000 22.120000 4.070000 543.000000
Securitas B 6 1.490000 588.600000 18.600000 3.260000 570.000000
Intrum 4 -0.260000 545.000000 18.000000 3.420000 527.000000
Swedbank A 3 2.110000 580.500000 16.500000 2.930000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
Nordea Bank Abp 29 0.490000 3460.860000 6.860000 0.200000 3453.999992
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.390000 249.840000 3.840000 1.560000 246.000000
Handelsbanken A 5 0.180000 547.000000 1.000000 0.180000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.220000 570.780000 -12.220000 -2.100000 582.999984
CTEK 13 -2.910000 521.040000 -12.960000 -2.430000 533.999999
Essity B 2 -0.390000 561.000000 -13.000000 -2.260000 574.000000
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -2.780000 559.000000 -35.570000 -5.980000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -0.640000 548.020000 -64.980000 -10.600000 612.999432
Axfood 13 -1.780000 3595.800000 -160.200000 -4.270000 3756.000001
OX2 18 0.310000 1444.500000 -219.500000 -13.190000 1663.999992
Fasadgruppen Group 35 1.900000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 -2.140000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46420.540000 -468.030000 -1.67467% 46888.564618

Updated:¶

'2023-01-24 17:13:11.333803'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶